Quantitative Researcher

Summary

The job involves contributing to the research and development of autonomous trading agents for a quantitative trading firm in New York. The ideal candidate has a Masters or Ph.D. in Computer Science, Statistics, Mathematics, Electrical Engineering, Physics, or related fields, experience coding in C++ or Python in a Linux environment, knowledge of AI, deep learning, and machine learning algorithms, and a strong background in time-series analysis and numerical analysis using Python. The company offers benefits such as fun team outings, ping pong and poker games, unlimited office snacks, free meals, and a focus on fostering an academic environment.

Requirements

• Earned or will earn a Masters or Ph.D. in Computer Science, Statistics, Mathematics, Electrical Engineering, Physics, or related fields
• Demonstrable experience coding in C++ or Python in a Linux environment
• Experience analyzing large datasets with rigorous statistical and machine learning approaches, including classification, clustering, and regression
• In depth technical knowledge of AI, deep learning, and machine learning algorithms including strong knowledge of the mathematical underpinnings behind these various methods
• Have innate curiosity for understanding why and how certain techniques work
• Have deep knowledge of time-series analysis
• Advanced knowledge of a high-level language for numerical analysis, Python (numpy/scipy stack) preferred
• Contribution to AI and ML research communities, top tiered peer reviewed publications, publishing/presenting papers at conferences such as NIPS, ICML, etc
• Have an interest and enthusiasm for learning about financial markets (previous experience not required)

Responsibilities

Contribute to the research and development of autonomous trading agents

Benefits

• Fun team outings
• Ping pong and poker games
• Unlimited office snacks
• Free breakfast, lunch, and dinner